Disable aftertouch when programming. You want a CLEAN MIDI signal. Problem solved.
A program change can be on ANY MIDI channel, so how does that make a PC bad? Theoretically, my Mac can do 512 MIDI channels, with a potential 128 program change options per MIDI channel, well, seems that would negate your observation. It is NOT as convenient on a PC to do a program change live though.
MyDMX is hardly a resource hog unless you're using the 3D Visualizer. The DMX stream is very low bandwidth at least as far as the processor is concerned. We're only taking 230kbps, so it's not exactly "zippy" by standards. But, I do agree that if you have the resources, programming on a second machine is a good idea if you have better resources, especially like 2 displays.
Due to how MyDMX works, I recommend that people limit how many channels they throw at MyDMX, mainly in case they need more MIDI space for their sequences. It's best to not mix and match instrumentation with triggers on the same MIDI channel.
Seeing as how there can only be 249 scenes and 512 channels, that's about all you need to be able to control at any given maxmum. 2 MIDI channels for triggers, re-use those for half the CC controllers, and another 2 for the rest of the CC controllers. Done.
Yes, MyDMX has some shortcomings that need to be addressed.